Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
- | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | - | - |
18.03.2022 | 2.14% | 0.94 | 0.92 | 60'000 | 50'000 | 59'989 | 50'000 | 55'512 | 47'270 | 16.72% | 100.00% |
17.03.2022 | 1.88% | 1.08 | 1.10 | 50'000 | 50'000 | 50'404 | 50'000 | 53'185 | 53'787 | 87.90% | 87.90% |
16.03.2022 | 2.93% | 0.74 | 0.76 | 70'000 | 50'000 | 78'930 | 50'000 | 53'004 | 34'684 | 100.00% | 100.00% |
15.03.2022 | 2.03% | 0.45 | 0.46 | 118'926 | 50'000 | 106'982 | 50'000 | 52'155 | 24'919 | 17.59% | 17.59% |
14.03.2022 | 1.86% | 0.48 | 0.49 | 110'000 | 50'000 | 98'300 | 50'000 | 52'264 | 27'203 | 100.00% | 100.00% |
11.03.2022 | 1.92% | 0.52 | 0.53 | 100'000 | 50'000 | 101'746 | 50'000 | 52'406 | 26'337 | 96.16% | 96.16% |
10.03.2022 | 2.51% | 0.39 | 0.40 | 131'680 | 50'000 | 127'462 | 50'000 | 50'234 | 20'243 | 60.89% | 60.89% |
09.03.2022 | 3.28% | 0.49 | 0.50 | 110'000 | 50'000 | 109'537 | 45'584 | 43'272 | 18'467 | 45.62% | 45.62% |
08.03.2022 | 8.62% | 0.18 | 0.20 | 25'000 | 25'000 | 25'000 | 25'000 | 5'653 | 6'153 | 86.42% | 86.42% |